| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 257.79% | 93.19% |
| Max Drawdown | -19.94% | -67.18% |
| Sharpe | 0.75 | 0.33 |
| Sortino | 1.16 | 0.48 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.39 | 1.03 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 17.33 | 4.12 |
| Outlier Loss Ratio | 4.37 | 3.74 |
| Volatility (ann.) | 15.05% | 26.56% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.53 | 0.35 |
| Skew | 0.66 | 0.16 |
| Kurtosis | 18.34 | 6.31 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.41% | 1.75% |
| Expected Yearly % | 37.53% | 17.9% |
| Kelly Criterion | 8.75% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.26% |
| Expected Shortfall (cVaR) | -1.26% | -2.26% |
| Year | 4057000:BTCUSD | 4057000:btcusd:triple_gx:lsma180_110_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 3.64 | -0.06 | + |
| 2023 | 155.54 | 57.09 | 0.37 | - |
| 2024 | 121.00 | 112.20 | 0.93 | - |
| 2025 | -11.95 | 3.56 | -0.30 | + |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| MTD | 1.79% | -2.49% |
| 3M | 3.56% | -12.15% |
| 6M | 27.46% | 24.81% |
| YTD | 3.56% | -11.95% |
| 1Y | 81.03% | 18.06% |
| 3Y (ann.) | 49.28% | 20.38% |
| 5Y (ann.) | 50.4% | 23.47% |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Max Drawdown | -19.94% | -67.18% |
| Longest DD Days | 131.0 | 683.0 |
| Avg. Drawdown | -3.66% | -7.1% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 12.93 | 1.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -19.94 | 57 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-06-23 | 2023-11-01 | -15.81 | 131 |
| 2024-11-23 | 2025-01-20 | -15.25 | 58 |
| 2023-03-22 | 2023-06-21 | -13.45 | 90 |
| 2023-12-09 | 2024-02-09 | -12.95 | 62 |
| 2022-02-16 | 2022-03-27 | -10.79 | 39 |
| 2024-08-26 | 2024-09-19 | -8.76 | 24 |
| 2025-01-20 | 2025-03-14 | -8.68 | 52 |
| 2024-03-13 | 2024-05-15 | -8.13 | 63 |
| Metric | 4057000:btcusd:triple_gx:lsma180_110_65 | 4057000:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 33.67% | 43.77% |
| Worst Month | -14.99% | -37.12% |
| Best Year | 112.2% | 155.54% |
| Worst Year | 3.56% | -61.15% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 5.78% | 7.45% |
| Avg. Down Week | -3.98% | -5.67% |
| Avg. Up Month | 11.51% | 17.17% |
| Avg. Down Month | -5.58% | -14.35% |
| Win Days % | 50.89% | 51.06% |
| Win Month % | 63.64% | 57.89% |
| Win Week % | 59.55% | 48.5% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |